There may be other ways to do this, but I know this way will work:
In Samsung Health app on your phone, on the Exercise tile you click the activity icon that GPX is for (either cycling or hiking), or if the one you need isn't visible you can click the menu icon at the right side of the Exercise tile and choose the activity from there. Once you're in the correct activity, click the 3 dots at the upper right and select Routes. Long click on the route you want to delete and click Delete All at the bottom right.
Not exactly intuitive to say the least. If you need more info, I might be able to help you out!
